MATH 110B LEC A: OPTIMIZATION II (44975)
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Instructor Information |
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Textbook Links to an external site.
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An Introduction to Optimization (4th edition) Links to an external site.by Chong, Edwin KP and Zak, Stanislaw H
- Main reference: Numerical Optimization (electronic version) by J. Nocedal and S. Wright.
Main Topics
- Neural Network and Stochastic Gradient Descent Methods (Ch 13)
- Global Search Algorithms (Ch 14)
- Problem with Equality Constraints (Ch 20)
- Problem with Inequality Constraints (Ch 21)
- Convex Optimization Problems (Ch 22)
- Algorithms for Constrained Optimization (Ch 23)
- Introduction to Linear Programming (Ch 15)
- Simplex Method (Ch 16)
Homework and Exams
- 5 homework
- 3 projects
- 1 mid exam (Feb 10, Monday 9:00 - 9:50)
- 1 final exam (Mar 18, Wednesday 8:00 - 10:00 )
Mid-exam: 20%; Final Exam: 35%; Homework and Project: 45%.
Course Summary:
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